Capital Management
How much capital you hold today, how much the business needs on its own view, and the limits the board sets around both.
Capital &
Liquidity Management
The capital and funding the balance sheet needs, measured today and tested against the scenarios that would strain it.
Our Capital & Liquidity Management Services
Liquidity Management
The funding position: what the ratios report, what customers actually do with their money, and what each business line is charged for the liquidity it uses.
Stress Testing
How the capital and liquidity plans hold up under severe stress, and the internal assessments that evidence it to your supervisor.
Frequently Asked Questions
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At Gini we build the position your ALCO works from and the stress tests that prove it holds: CET1 and total capital ratios, liquidity coverage and stable funding, Pillar 2A quantification, reverse stress testing, and the ICAAP and ILAAP narrative your board signs.
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Yes, and a review is often the better first step. Gini tests what you have against supervisory expectations and hands back a prioritised list of gaps, each with the work it needs and the order to do it in. Where the review finds that the component models are the weak point, we can rebuild those without touching the rest.
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At Gini we cover capital monitoring through to CET1 and total capital ratios, economic capital, the liquidity coverage and net stable funding ratios, fund transfer pricing, and interest rate risk in the banking book on both required views. On Pillar 2A we quantify credit concentration by name, sector and region, pension obligation risk and interest rate risk. Pillar 2B and the reverse stress test come off the same models and the same assumptions.
Banking Case Studies
Banking
Independent validation of a Pillar 2A concentration add-on
A European bank needed to know that the capital it holds against concentrated lending would stand up to scrutiny, so it asked us for an independent view of the model behind the number.
Banking
Redeveloping every IFRS 9 model across two portfolios
A UK lender needed every model in its IFRS 9 expected credit loss suite rebuilt, at the point when the team that had built them was no longer there.
